Access Statistics for Raoul Pietersz

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Single Factor Markov-Functional and Multi Factor Market Models 0 0 0 158 0 0 12 449
A Comparison of Single Factor Markov-functional and Multi Factor Market Models 0 0 1 507 0 0 15 1,002
Efficient Rank Reduction of Correlation Matrices 0 0 0 246 0 1 7 858
Efficient Rank Reduction of Correlation Matrices 0 0 0 104 0 0 7 395
Fast drift approximated pricing in the BGM model 0 0 0 711 0 1 13 1,759
Generic Market Models 0 0 0 157 0 2 10 549
Generic Market Models 0 0 0 469 0 2 11 1,544
Rank Reduction of Correlation Matrices by Majorization 0 0 0 225 0 2 11 672
Rank reduction of correlation matrices by majorization 0 0 0 28 0 1 9 134
Risk Managing Bermudan Swaptions in the Libor BGM Model 0 0 0 867 0 3 11 2,114
Risk managing bermudan swaptions in the libor BGM model 0 0 0 37 0 0 11 163
Total Working Papers 0 0 1 3,509 0 12 117 9,639


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of single factor Markov-functional and multi factor market models 0 0 0 30 0 0 5 129
Generic market models 0 0 0 34 0 0 30 172
Rank reduction of correlation matrices by majorization 0 0 0 7 0 2 18 68
Total Journal Articles 0 0 0 71 0 2 53 369


Statistics updated 2026-08-07